OpenSeSim/src/opensesim/indicators/SMAIndicator.java

118 lines
3.2 KiB
Java

/*
* Copyright (c) 2017, 7u83 <7u83@mail.ru>
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions are met:
*
* * Redistributions of source code must retain the above copyright notice, this
* list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright notice,
* this list of conditions and the following disclaimer in the documentation
* and/or other materials provided with the distribution.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
* ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
* LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE.
*/
package opensesim.indicators;
import org.json.JSONObject;
import opensesim.old_sesim.OHLCData;
import opensesim.old_sesim.OHLCDataItem;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
public class SMAIndicator extends BaseIndicator {
private OHLCData parent;
OHLCData indicator;
public SMAIndicator() {
indicator = new OHLCData();
}
public void setParent(OHLCData parent) {
this.parent = parent;
}
final String LEN = "len";
int len = 60;
@Override
public void putConfig(JSONObject cfg) {
len = cfg.getInt(LEN);
}
@Override
public JSONObject getConfig() {
JSONObject r;
r = new JSONObject();
r.put(LEN, len);
return r;
}
private float getAt(int pos) {
if (parent.size() == 0) {
return 0;
}
int start = pos - len;
if (start < 0) {
start = 0;
}
float sum = 0;
for (int i = start; i <= pos; i++) {
sum += parent.get(i).close;
}
return sum / (pos - start + 1);
}
public void update() {
if (parent.size() == 0) {
return;
}
if (parent.size() == indicator.size()) {
int i = parent.size() - 1;
OHLCDataItem p = parent.get(i);
float pr = this.getAt(i);
OHLCDataItem it = new opensesim.old_sesim.OHLCDataItem(p.time, pr, 0);
this.indicator.set(i, it);
return;
}
for (int i = indicator.size(); i < parent.size(); i++) {
OHLCDataItem p = parent.get(i);
float pr = this.getAt(i);
OHLCDataItem it = new opensesim.old_sesim.OHLCDataItem(p.time, pr, 0);
this.indicator.add(it);
}
}
public OHLCData getData() {
update();
return indicator;
}
}